In this paper, we establish several interesting relationships involving the Fourier-Feynman transform, the convolution product, and the first variation for functionals F on Wiener space of the form F ( x ) = f ( 〈 α 1 , x 〉 , … , 〈 α n , x 〉 ) ,                                                                                                             ( * ) where 〈 α j , x 〉 denotes the Paley-Wiener-Zygmund stochastic integral ∫ 0 T α j ( t ) d x ( t ) .